STRATEGY VWAP MOMENTUM

20251112 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 9

Periodo: 2025-11-12 03:10:00 - 2025-11-12 22:59:00

Exposure Days: 1

Trades per Day: 9.00

Avg Duration: 89.44 min

Median Duration: 82.00 min

PERFORMANCE

Total Profit: $-3,900.00

Avg Profit: $-433.33

Median Profit: $-505.00

Std Profit: $1,188.82

Profit Factor: 0.39

WIN/LOSS

Win Rate: 12.5%

Winners / Losers: 1 / 7 (Ratio: 1:3)

Gross Profit: $2,500.00

Gross Loss: $-6,400.00

Avg Winner: $2,500.00

Avg Loser: $-800.00

Avg Winner / Avg Loser: (Ratio: 1:3.12)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,395.00

Sharpe Ratio: -0.36

Sortino Ratio: -0.90

Ulcer Index: 416.18

EXIT REASONS

TARGET exits: 1 (11.1%)

STOP exits: 2 (22.2%)

EOD exits: 1 (11.1%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-2,825.00

Avg P&L: $-706.25

SHORT ENTRIES (SELL)

Total SHORT: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,075.00

Avg P&L: $-215.00

CUMULATIVE P&L